You might find it a lot easier to grab the binary installer from the repository at the University of California at Irvine.
Test with this:
import rpy2.robjects as robjects
print robjects.r('pi')
Other things to look at:
- In Windows, when you set an environment variable via the control panel, you'll have to restart the command shell for it to be accepted.
- R_HOME points to the R distribution. R_USER is where you would store local files. Ideally, if you set these as user variables, your path can then reference %R_HOME% instead o the hard-coded path. There is more information on Windows' handling of the two kinds of environment variables here.